Easiest thing to do is to spawn at the East zone and go to the Egg-Straction mission. Then, take the first left in the cave and you should end up by the nest. A good strategy is to wait until there aren’t any magmasaurs by an egg, then ask HLNA to teleport away, and right before you teleport, grab the egg.
I’ve found the eggs. The eggs are located inside the volcano in an amethyst cave. There are lava pools with groups of magmasaurs in them. There are small islands with craters in them, within those craters the eggs are nestled within. But be careful there are lots of magmasaurs, magma, and what look like varient rock elementals.